+457.4%
SCHG vs SWK
+1.6%
+455.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -1.5% | -8.9% | +7.4% | +1.6% |
| 3M | +4.4% | +20.5% | -16.1% | -2.5% |
| 6M | +15.7% | +27.1% | -11.4% | +5.5% |
| YTD | +8.3% | +30.2% | -21.9% | -2.7% |
| 1Y | +14.2% | +24.8% | -10.5% | +3.6% |
| 3Y | +88.3% | +16.3% | +72.0% | +66.7% |
| 5Y | +83.5% | -40.1% | +123.6% | +101.9% |
| All | +457.4% | +1.6% | +455.8% | +362.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling